Want to import an STP file to blender with colors
According to FreeCAD's Key Feature's it looks like you could just export to OBJ, DAE or IFC.

OBJ &amp; DAE are natively available import options in Blender. 

IFC does have add-on support in Blender, but from what I can tell it's last compatible version is 2.73 (add-on found here). If, howvever, you get the latest from IfcOpenShell's Github repo, they have updated the plugin for Blender 2.80. Blender also now has an IFC exporter which supports recording colour information in IFC format as part of the IfcOpenShell package (v0.6.0 branch).

If these aren't working as expected, then you should be digging further into FreeCAD's export options.